Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.02409 | -0.2195 | 0.413411 |
2 | 0.059185 | 0.5392 | 0.295595 |
3 | 0.223733 | 2.0383 | 0.022352 |
4 | -0.312817 | -2.8499 | 0.002757 |
5 | -0.366456 | -3.3386 | 0.000631 |
6 | 0.063707 | 0.5804 | 0.281608 |
7 | -0.364446 | -3.3203 | 0.000669 |
8 | -0.268948 | -2.4502 | 0.008189 |
9 | 0.209753 | 1.9109 | 0.029732 |
10 | 0.035976 | 0.3278 | 0.371962 |
11 | -0.007849 | -0.0715 | 0.471584 |
12 | 0.722674 | 6.5839 | 0 |
13 | 0.017335 | 0.1579 | 0.43745 |
14 | 0.061989 | 0.5648 | 0.286883 |
15 | 0.108428 | 0.9878 | 0.163055 |
16 | -0.253367 | -2.3083 | 0.011736 |
17 | -0.355572 | -3.2394 | 0.000862 |
18 | 0.0018 | 0.0164 | 0.493479 |
19 | -0.300164 | -2.7346 | 0.003817 |
20 | -0.187423 | -1.7075 | 0.045733 |
21 | 0.131829 | 1.201 | 0.11658 |
22 | 0.081178 | 0.7396 | 0.230825 |
23 | 0.017634 | 0.1607 | 0.436379 |
24 | 0.478955 | 4.3635 | 1.8e-05 |
25 | 0.031268 | 0.2849 | 0.38823 |
26 | 0.037764 | 0.344 | 0.36584 |
27 | 0.03234 | 0.2946 | 0.384506 |
28 | -0.173187 | -1.5778 | 0.059206 |
29 | -0.279046 | -2.5422 | 0.006436 |
30 | -0.035201 | -0.3207 | 0.374624 |
31 | -0.198042 | -1.8042 | 0.03741 |
32 | -0.09409 | -0.8572 | 0.196901 |
33 | 0.087795 | 0.7999 | 0.21304 |
34 | 0.095594 | 0.8709 | 0.193159 |
35 | 0.016653 | 0.1517 | 0.439888 |
36 | 0.307961 | 2.8057 | 0.003127 |
37 | 0.044507 | 0.4055 | 0.343086 |
38 | 0.068617 | 0.6251 | 0.2668 |
39 | -0.033538 | -0.3055 | 0.380357 |
40 | -0.114954 | -1.0473 | 0.149004 |
41 | -0.12724 | -1.1592 | 0.124847 |
42 | -0.076485 | -0.6968 | 0.243933 |
43 | -0.054467 | -0.4962 | 0.310527 |
44 | -0.025647 | -0.2337 | 0.407913 |
45 | 0.033118 | 0.3017 | 0.381811 |
46 | 0.082475 | 0.7514 | 0.227275 |
47 | 0.005572 | 0.0508 | 0.479817 |
48 | 0.177009 | 1.6126 | 0.055311 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.02409 | -0.2195 | 0.413411 |
2 | 0.058639 | 0.5342 | 0.297307 |
3 | 0.227401 | 2.0717 | 0.020698 |
4 | -0.320873 | -2.9233 | 0.002231 |
5 | -0.465341 | -4.2395 | 2.9e-05 |
6 | 0.045211 | 0.4119 | 0.340739 |
7 | -0.168458 | -1.5347 | 0.064327 |
8 | -0.360894 | -3.2879 | 0.000741 |
9 | -0.078532 | -0.7155 | 0.238167 |
10 | 0.159395 | 1.4522 | 0.075114 |
11 | -0.116713 | -1.0633 | 0.145364 |
12 | 0.489288 | 4.4576 | 1.3e-05 |
13 | 0.069045 | 0.629 | 0.265527 |
14 | 0.044893 | 0.409 | 0.341798 |
15 | -0.277734 | -2.5303 | 0.006643 |
16 | -0.018567 | -0.1692 | 0.433042 |
17 | -0.001526 | -0.0139 | 0.494472 |
18 | -0.052986 | -0.4827 | 0.315281 |
19 | -0.079178 | -0.7214 | 0.236361 |
20 | 0.045281 | 0.4125 | 0.340506 |
21 | -0.082467 | -0.7513 | 0.227296 |
22 | -0.008485 | -0.0773 | 0.469283 |
23 | -0.060375 | -0.55 | 0.291884 |
24 | -0.108512 | -0.9886 | 0.162869 |
25 | -0.14292 | -1.3021 | 0.098248 |
26 | -0.106832 | -0.9733 | 0.16662 |
27 | -0.02553 | -0.2326 | 0.408325 |
28 | -0.009928 | -0.0904 | 0.464074 |
29 | 0.026425 | 0.2407 | 0.405172 |
30 | -0.041967 | -0.3823 | 0.351594 |
31 | -0.012512 | -0.114 | 0.45476 |
32 | -0.011296 | -0.1029 | 0.459141 |
33 | -0.015242 | -0.1389 | 0.44495 |
34 | -0.124777 | -1.1368 | 0.129452 |
35 | -0.142944 | -1.3023 | 0.09821 |
36 | -0.088972 | -0.8106 | 0.209965 |
37 | 0.015816 | 0.1441 | 0.442888 |
38 | 0.094019 | 0.8566 | 0.19708 |
39 | -0.081561 | -0.7431 | 0.229772 |
40 | -0.125411 | -1.1426 | 0.128255 |
41 | 0.137925 | 1.2566 | 0.106219 |
42 | -0.029216 | -0.2662 | 0.395385 |
43 | 0.0702 | 0.6396 | 0.262113 |
44 | -0.098161 | -0.8943 | 0.186877 |
45 | -0.008381 | -0.0764 | 0.469661 |
46 | -0.107299 | -0.9775 | 0.16557 |
47 | -0.065405 | -0.5959 | 0.276442 |
48 | 0.085337 | 0.7775 | 0.21955 |